+21.6%
MCD vs EW
-25.6%
+47.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.5% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | -6.0% | +1.0% | -7.1% | -6.1% |
| 3M | -5.6% | +2.8% | -8.4% | -5.9% |
| 6M | -21.9% | +5.5% | -27.3% | -22.4% |
| YTD | -14.7% | +5.5% | -20.2% | -15.3% |
| 1Y | -17.3% | +11.0% | -28.3% | -18.4% |
| 3Y | -2.2% | +17.7% | -19.9% | -5.9% |
| All | +21.6% | -25.6% | +47.2% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling